After playing out an ultimately disappointing draw with Hampshire yesterday, the tourists were no nearer solving the crisis among their frontline batsmen and had new concerns about two of their new ball bowlers.
They played the final day without Shane O'Conner, who had a back problem, and three balls from the end they saw Simon Doull limp off after locking his right knee.
Doull had just claimed Hampshire's ninth wicket by bowling Mark Garaway but Craig McMillan had to complete the over.
McMillan failed to remove Hampshire's last man and the climax was the only real drama of a turgid day with Hampshire showing little inclination to chase the 321 which would have brought an pounds 11,000 bonus.
New Zealand now have one match against Kent to discover their form before the second Test at Lord's and their sole encouragement was provided by left-arm spinner Daniel Vettori, who claimed 5 for 92.
Steve Rixon, the Kiwis coach, said: "Batting is obviously the key area and one where things have got to pick up before the Test. Some of the lads in the upper order have now had five or six innings without getting their act together and that's a worry and now we've got to sweat on Simon Doull."
A dramatic collapse by Nottinghamshire at Chester-le-Street gifted Durham only their second County Championship win of the season.
Chasing 344, the visitors were seemingly in control at 185 for 2, but they lost their final five wickets for only four runs as they capitulated from 244 for 5 to 248 all out.
It was part-time spinner Michael Gough, who was appointed England Under- 19 captain last week, and fast bowler Steve Harmison who did the damage, taking 4 for 49 and 3 for 33 respectively in the 95-run win.
Tim Robinson had scored 80 to give Nottinghamshire a solid platform as they went about their target off a minimum 83 overs. Jason Gallian weighed in with 69 while Paul Johnson was left stranded on 70.